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Nonlinear Expectations and Stochastic Calculus under Uncertainty

Shige Peng

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Autorius Shige Peng
Leidimo metai 2019 m.
Puslapių skč. 212 psl.
Viršelis Kietas viršelis
ISBN 9783662599020
Leidimas 2019 ed.
Kategorijos Science & Nature

Nonlinear Expectations and Stochastic Calculus under Uncertainty

This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, sublinear expectations.

Book cover of: Nonlinear Expectations and Stochastic Calculus under Uncertainty. By: Shige Peng

Nonlinear Expectations and Stochastic...

Regular price €133,37
Sale price €133,37 Regular price €137,49